Taking Malta isn't easy either, I'm given to understand the defences were reasonably extensive, if more geared towards lighter enemies, but that was fine in the early part of 1941, as the Italians lacked much of a navy. Paratroopers wouldn't have been hugely useful at the time either, as there were significant troops quantities, and the German paratroopers landed only with light weapons, a pistol and a knife, and picked up their main ones later, a condition that didn't always work out on Crete, and certainly wouldn't have done so on the more densely packed Malta.
And in fact the infrastructure issues probably mean that capturing the island doesn't do Rommel much good anyway, but with the counterpoint that even if Rommel gets nothing out of it, the supplies that would have ended up on the bottom can be sent somewhere they can do some good, like Russia.